NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 03-Aug-2011
Day Change Summary
Previous Current
02-Aug-2011 03-Aug-2011 Change Change % Previous Week
Open 9,860 9,685 -175 -1.8% 10,075
High 9,885 9,695 -190 -1.9% 10,155
Low 9,665 9,525 -140 -1.4% 9,765
Close 9,670 9,665 -5 -0.1% 9,830
Range 220 170 -50 -22.7% 390
ATR 166 167 0 0.2% 0
Volume 11,516 15,587 4,071 35.4% 36,881
Daily Pivots for day following 03-Aug-2011
Classic Woodie Camarilla DeMark
R4 10,138 10,072 9,759
R3 9,968 9,902 9,712
R2 9,798 9,798 9,696
R1 9,732 9,732 9,681 9,680
PP 9,628 9,628 9,628 9,603
S1 9,562 9,562 9,650 9,510
S2 9,458 9,458 9,634
S3 9,288 9,392 9,618
S4 9,118 9,222 9,572
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 11,087 10,848 10,045
R3 10,697 10,458 9,937
R2 10,307 10,307 9,902
R1 10,068 10,068 9,866 9,993
PP 9,917 9,917 9,917 9,879
S1 9,678 9,678 9,794 9,603
S2 9,527 9,527 9,759
S3 9,137 9,288 9,723
S4 8,747 8,898 9,616
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,050 9,525 525 5.4% 194 2.0% 27% False True 11,716
10 10,190 9,525 665 6.9% 156 1.6% 21% False True 9,794
20 10,255 9,465 790 8.2% 181 1.9% 25% False False 9,936
40 10,255 9,315 940 9.7% 163 1.7% 37% False False 8,930
60 10,255 9,315 940 9.7% 131 1.4% 37% False False 6,492
80 10,255 9,315 940 9.7% 102 1.1% 37% False False 4,870
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 39
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,418
2.618 10,140
1.618 9,970
1.000 9,865
0.618 9,800
HIGH 9,695
0.618 9,630
0.500 9,610
0.382 9,590
LOW 9,525
0.618 9,420
1.000 9,355
1.618 9,250
2.618 9,080
4.250 8,803
Fisher Pivots for day following 03-Aug-2011
Pivot 1 day 3 day
R1 9,647 9,788
PP 9,628 9,747
S1 9,610 9,706

These figures are updated between 7pm and 10pm EST after a trading day.

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